[jfeldstein2]

There's a RadioLab episode where they explore this type of self-discipline (among other things). When a woman wanted to finally quit smoking, she told her friend that if she ever smoked again, the friend should take $5,000 out of her bank account and give it to the KKK. She couldn't bear the thought of her money supporting that group, and she never smoked again.

Edit: Here's the episode http://www.radiolab.org/2011/mar/08/ It's really quite good, like most RadioLabs.